-39.6%
BTDR vs ABCL
-21.8%
-17.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +6.7% | +6.5% | +11.2% |
| 7D | -10.4% | -3.2% | -7.2% | -8.8% |
| 30D | -42.2% | -7.4% | -34.8% | -40.2% |
| 3M | -42.8% | +81.9% | -124.8% | -53.8% |
| 6M | -60.2% | +135.7% | -195.9% | -71.3% |
| YTD | -46.3% | +247.4% | -293.7% | -66.5% |
| 1Y | -71.7% | +162.3% | -233.9% | -80.7% |
| 3Y | +54.6% | +165.5% | -110.8% | -3.6% |
| All | -39.6% | -21.8% | -17.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling